Category: Probability distributions with non-finite variance

Geometric stable distribution
A geometric stable distribution or geo-stable distribution is a type of leptokurtic probability distribution. Geometric stable distributions were introduced in Klebanov, L. B., Maniya, G. M., and Mela
Tsallis distribution
In statistics, a Tsallis distribution is a probability distribution derived from the maximization of the Tsallis entropy under appropriate constraints. There are several different families of Tsallis
Inverse-gamma distribution
In probability theory and statistics, the inverse gamma distribution is a two-parameter family of continuous probability distributions on the positive real line, which is the distribution of the recip
Voigt profile
The Voigt profile (named after Woldemar Voigt) is a probability distribution given by a convolution of a Cauchy-Lorentz distribution and a Gaussian distribution. It is often used in analyzing data fro
Lévy distribution
In probability theory and statistics, the Lévy distribution, named after Paul Lévy, is a continuous probability distribution for a non-negative random variable. In spectroscopy, this distribution, wit
Lomax distribution
The Lomax distribution, conditionally also called the Pareto Type II distribution, is a heavy-tail probability distribution used in business, economics, actuarial science, queueing theory and Internet
Log-t distribution
In probability theory, a log-t distribution or log-Student t distribution is a probability distribution of a random variable whose logarithm is distributed in accordance with a Student's t-distributio
Multivariate stable distribution
The multivariate stable distribution is a multivariate probability distribution that is a multivariate generalisation of the univariate stable distribution. The multivariate stable distribution define
Pareto distribution
The Pareto distribution, named after the Italian civil engineer, economist, and sociologist Vilfredo Pareto (Italian: [paˈreːto] US: /pəˈreɪtoʊ/ pə-RAY-toh), is a power-law probability distribution th
Slash distribution
In probability theory, the slash distribution is the probability distribution of a standard normal variate divided by an independent standard uniform variate. In other words, if the random variable Z
Stable distribution
In probability theory, a distribution is said to be stable if a linear combination of two independent random variables with this distribution has the same distribution, up to location and scale parame
Zeta distribution
In probability theory and statistics, the zeta distribution is a discrete probability distribution. If X is a zeta-distributed random variable with parameter s, then the probability that X takes the i
Student's t-distribution
In probability and statistics, Student's t-distribution (or simply the t-distribution) is any member of a family of continuous probability distributions that arise when estimating the mean of a normal
Log-Laplace distribution
In probability theory and statistics, the log-Laplace distribution is the probability distribution of a random variable whose logarithm has a Laplace distribution. If X has a Laplace distribution with
Log-logistic distribution
In probability and statistics, the log-logistic distribution (known as the Fisk distribution in economics) is a continuous probability distribution for a non-negative random variable. It is used in su
Q-Gaussian distribution
The q-Gaussian is a probability distribution arising from the maximization of the Tsallis entropy under appropriate constraints. It is one example of a Tsallis distribution. The q-Gaussian is a genera
Q-exponential distribution
The q-exponential distribution is a probability distribution arising from the maximization of the Tsallis entropy under appropriate constraints, including constraining the domain to be positive. It is
Log-Cauchy distribution
In probability theory, a log-Cauchy distribution is a probability distribution of a random variable whose logarithm is distributed in accordance with a Cauchy distribution. If X is a random variable w
Holtsmark distribution
The (one-dimensional) Holtsmark distribution is a continuous probability distribution. The Holtsmark distribution is a special case of a stable distribution with the index of stability or shape parame
Q-Weibull distribution
In statistics, the q-Weibull distribution is a probability distribution that generalizes the Weibull distribution and the Lomax distribution (Pareto Type II). It is one example of a Tsallis distributi
Skewed generalized t distribution
In probability and statistics, the skewed generalized “t” distribution is a family of continuous probability distributions. The distribution was first introduced by Panayiotis Theodossiou in 1998. The
Cauchy distribution
The Cauchy distribution, named after Augustin Cauchy, is a continuous probability distribution. It is also known, especially among physicists, as the Lorentz distribution (after Hendrik Lorentz), Cauc
Landau distribution
In probability theory, the Landau distribution is a probability distribution named after Lev Landau.Because of the distribution's "fat" tail, the moments of the distribution, like mean or variance, ar
Tukey lambda distribution
Formalized by John Tukey, the Tukey lambda distribution is a continuous, symmetric probability distribution defined in terms of its quantile function. It is typically used to identify an appropriate d
Inverse-chi-squared distribution
In probability and statistics, the inverse-chi-squared distribution (or inverted-chi-square distribution) is a continuous probability distribution of a positive-valued random variable. It is closely r
Generalized Pareto distribution
In statistics, the generalized Pareto distribution (GPD) is a family of continuous probability distributions. It is often used to model the tails of another distribution. It is specified by three para
Stable count distribution
In probability theory, the stable count distribution is the conjugate prior of a one-sided stable distribution. This distribution was discovered by Stephen Lihn (Chinese: 藺鴻圖) in his 2017 study of dai
Linnik distribution
No description available.
Mittag-Leffler distribution
The Mittag-Leffler distributions are two families of probability distributions on the half-line . They are parametrized by a real or . Both are defined with the Mittag-Leffler function, named after Gö